-55.3%
KORU vs RL
+192.7%
-247.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.3% |
| 7D | +24.3% | +2.4% | +22.0% | +22.1% |
| 30D | -44.8% | +4.6% | -49.4% | -45.6% |
| 3M | -60.0% | -1.1% | -58.9% | -59.2% |
| 6M | -78.7% | +16.5% | -95.2% | -80.6% |
| YTD | -10.6% | +11.4% | -22.0% | -12.7% |
| 1Y | -3.8% | +16.1% | -19.9% | -9.3% |
| 3Y | +142.0% | +252.6% | -110.6% | -0.6% |
| 5Y | -33.1% | +244.9% | -278.0% | -71.5% |
| 10Y | -18.5% | +342.4% | -360.8% | -70.5% |
| All | -55.3% | +192.7% | -247.9% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling